The effect of a closing call auction on market quality and trading strategies
Year of publication: |
2012
|
---|---|
Authors: | Kandel, Eugene ; Rindi, Barbara ; Bosetti, Luisella |
Published in: |
Journal of Financial Intermediation. - Elsevier, ISSN 1042-9573. - Vol. 21.2012, 1, p. 23-49
|
Publisher: |
Elsevier |
Subject: | Market design | Reference price | Closing auction | Closing price | Market quality | Price discovery | Liquidity provision |
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